Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.625 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49625.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43608.19 Kr¶

PnL: ---------------------------------------> -1267.39 Kr¶

DD now: ---------------------------------> -6.58 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:50:30.191231'

Anic Portfolio¶

Today¶

Return: 0.097 %¶

This Week¶

Return: -2.219 %¶

Total portfolio value¶

Return including deposits: 62.46 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.860000 1527.090000 104.090000 7.310000 1423.000014
Nederman Holding 1 -0.950000 209.000000 10.000000 5.030000 199.000000
Hennes & Mauritz B 6 -1.000000 915.840000 3.840000 0.420000 912.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
INVISIO 15 0.420000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 0.780000 901.000000 -3.000000 -0.330000 904.000000
BioGaia B 8 2.360000 900.800000 -3.200000 -0.350000 904.000000
ASSA ABLOY B 4 -0.080000 988.000000 -5.000000 -0.500000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
JM 7 -0.520000 935.200000 -14.800000 -1.560000 950.000002
Biotage 1 -5.920000 133.600000 -15.400000 -10.340000 149.000000
Bufab 3 0.060000 1060.200000 -15.800000 -1.470000 1076.000001
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
OX2 12 -1.650000 891.600000 -17.400000 -1.910000 909.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Hexatronic Group 15 0.260000 1047.300000 -23.700000 -2.210000 1071.000000
Latour B 4 -1.980000 831.200000 -24.800000 -2.900000 856.000000
Investor B 3 -1.150000 630.300000 -27.700000 -4.210000 657.999999
Alimak Group 12 0.740000 979.200000 -27.800000 -2.760000 1007.000004
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Sandvik 4 0.200000 820.000000 -28.000000 -3.300000 848.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Byggmax Group 33 -0.280000 933.240000 -33.760000 -3.490000 966.999990
SKF B 5 -0.370000 945.000000 -35.000000 -3.570000 980.000000
Sagax B 4 -2.210000 848.800000 -36.200000 -4.090000 885.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Catena 2 0.500000 760.200000 -45.800000 -5.680000 806.000000
EQT 4 -2.640000 826.800000 -46.200000 -5.290000 873.000000
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -48.600000 -5.110000 951.000000
Orrön Energy 170 -3.020000 1992.400000 -53.600000 -2.620000 2045.999980
HEXPOL B 8 -5.520000 889.600000 -67.400000 -7.040000 957.000000
Hexagon B 26 -1.420000 3335.800000 -84.200000 -2.460000 3420.000012
VEF 788 -1.740000 1780.880000 -122.120000 -6.420000 1903.000300
Sedana Medical 93 0.360000 2574.240000 -409.340000 -13.720000 2983.577733
TOTAL 43608.190000 -1267.390000 -6.57976% 44875.578016

Updated:¶

'2023-06-21 16:50:46.985770'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶